-26.5%
MU vs MS
-15.9%
-10.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.9% | -11.5% | -12.7% |
| 7D | -29.7% | -3.4% | -26.3% | -26.1% |
| 30D | -37.2% | -3.9% | -33.3% | -34.0% |
| 3M | -26.5% | -15.9% | -10.6% | -18.3% |
| All | -26.5% | -15.9% | -10.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling